I'm going to Shenzhen tomorrow (not on VOA) and am currently staying at Elements (so right next to West Kowloon). My hotel in Shenzhen is in Nanshan, so I will need to take a Didi regardless from wherever I enter.

My concern with HSR is that I don't really know how much time I should budget for foreigner immigration (self-service departure from HK, but will need an officer for Mainland immigration) and am weary of commiting to a ticket time and then having to wait a bunch in a train hall because I'll inevitably get through too early.

However, I'm also concerned that the land crossings will be very crowded.

If you were me, which would you do?